| //+------------------------------------------------------------------+
|
| //| Test_VolatilitySizer.mq5 |
|
| //| Unit test for CVolatilitySizer |
|
| //+------------------------------------------------------------------+
|
| #include <Trade\Trade.mqh>
|
| #include "..\\Include\\VolatilitySizer.mqh"
|
|
|
| input int Verbosity = 2;
|
|
|
| void OnStart()
|
| {
|
| Print("[Test] CVolatilitySizer: BEGIN");
|
| CVolatilitySizer vs(_Symbol, _Period);
|
| vs.SetATRPeriod(14);
|
| vs.SetBaseATRPercent(0.5);
|
| vs.SetMultiplierRange(0.5, 2.0);
|
| vs.SetTargetRiskPercent(1.0);
|
| vs.SetEnabled(true);
|
|
|
| double base_vol = 0.1;
|
| double sl_points = 50;
|
| double vol_mult = 1.0;
|
| string reason = "";
|
| double result = vs.CalculatePositionSize(base_vol, sl_points, vol_mult, reason);
|
| if(result > 0)
|
| PrintFormat("PASS: CalculatePositionSize returned %.2f (%s)", result, reason);
|
| else
|
| Print("FAIL: CalculatePositionSize returned non-positive");
|
|
|
| Print("[Test] CVolatilitySizer: END");
|
| }
|
